Similar Search Results

QUARTERLY GDP DATA CORRECTION USING PRINCIPAL COMPONENTS ANALYSIS. THE CASE OF THE ROMANIAN ECONOMY – GDP EXPENDITURES SIDE*

Klein, Lawrence R.; Roudoi, Andrei; Eskin, Vladimir; … - In: Journal for Economic Forecasting 1 (2004) 5, pp. 5-34

The paper estimates a medium-term forecasting model used to generate short-term series of the quarterly GDP. The GDP … research partners of this project were Global Insight (former DRI-WEFA – USA), the Institute of Economic Forecasting (Romania …) and the Center for Macroeconomic Analysis and Short-term Economic Forecasting (Russian Federation). This publication was …

Persistent link: https://www.econbiz.de/10005827560

PRINCIPAL COMPONENTS MODEL OF THE ROMANIAN ECONOMY. GDP – PRODUCTION SIDE*

Klein, Lawrence R.; Roudoi, Andrei; Eskin, Vladimir; … - In: Journal for Economic Forecasting 1 (2004) 5, pp. 52-66

The paper estimates a medium-term forecasting model used to generate short-term series of the quarterly GDP. The GDP … of this project were Global Insight (former DRI-WEFA – USA), the Institute of Economic Forecasting (Romania) and the … Center for Macroeconomic Analysis and Short-term Economic Forecasting (Russian Federation). This publication was made …

Persistent link: https://www.econbiz.de/10005827562

PRINCIPAL COMPONENTS MODEL OF THE ROMANIAN ECONOMY. STUDY OF THE OIL PRICE IMPACT UPON GDP*

Klein, Lawrence R.; Roudoi, Andrei; Eskin, Vladimir; … - In: Journal for Economic Forecasting 1 (2004) 5, pp. 67-80

research partners of this project were Global Insight (former DRI-WEFA – USA), the Institute of Economic Forecasting (Romania …) and the Center for Macroeconomic Analysis and Short-term Economic Forecasting (Russian Federation). This publication was …

Persistent link: https://www.econbiz.de/10005772665

Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa

Cifter, Atilla - In: Journal for Economic Forecasting (2012) 2, pp. 127-142

This paper investigates the relative performance of the asymmetric normal mixture generalized autoregressive conditional heteroskedasticity (NM-GARCH) and the benchmarked GARCH models with the daily stock market returns of the Johannesburg Stock Exchange, South Africa. The predictive performance...

Persistent link: https://www.econbiz.de/10010558790